From the New Music Box:
On May 5, 1891, Walter Damrosch led the New York Philharmonic in the very first concert in the large auditorium at Carnegie Hall, now called Stern Auditorium. The program consisted entirely of European repertoire: Beethoven’s "Leonore Overture No. 3," Berlioz’s "Te Deum," Peter Ilyich Tchaikovsky "Festival Coronation March" (with the composer making a guest appearance on the podium), the hymn "The Old One Hundred" and "My Country 'Tis of Thee" (then America's unofficial national anthem although the tune is that of the British anthem "God Save The Queen").

This was not actually the first concert in the building, however. On April 1, Liszt-pupil Franz Rummel had already given an all-European solo piano recital in the space that now holds Zankel Hall. The oldest known program for the third of Carnegie's stages, what is now called Weill Recital Hall, a chamber music concert produced by the Society for Ethical Culture, dates back to October 31, 1891 and included the song "At Twilight" by the American composer Ethelbert Nevin.